The aim of this paper was to review the literature concerning the relationship between suicide and substance abuse behaviours among adolescents, focusing on epidemiology, comorbidity and preventive programmes. We performed a Pubmed/Medline, Scopus, PsycLit and PsycInfo search to identify all papers and book chapters during the period between 1980 and 2011. Adolescents with substance abuse disorder who attempt or complete suicide can be characterized as having mood disorders, stressful life events, interpersonal problems, poor social support, lonely lives and feelings of hopelessness. The research supports the existence of a strong relationship between suicide and substance abuse. Preventive programmes should be based on the detection of risk factors associated with both suicide and substance abuse disorder. Management programmes should combine different therapeutic strategies such as peer-to-peer education, school-based programmes, psychotherapy and pharmacological treatment. Evidence suggests that targeted suicide prevention programmes can be delivered which reduce the burden associated with substance abuse and suicide in youths.